+34.4%
JD vs D
+48.0%
-13.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | -4.1% | -1.4% | -2.8% | -3.9% |
| 30D | +4.6% | +7.7% | -3.1% | +3.3% |
| 3M | -4.7% | -0.3% | -4.5% | -4.8% |
| 6M | -17.4% | +10.1% | -27.4% | -19.0% |
| YTD | +0.7% | +19.1% | -18.4% | -2.7% |
| 1Y | -5.9% | +15.9% | -21.8% | -8.7% |
| 3Y | +18.9% | +75.0% | -56.1% | +6.3% |
| 5Y | -62.9% | +13.4% | -76.3% | -65.3% |
| All | +34.4% | +48.0% | -13.7% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded D wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling